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《计算数学:英文版》
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2016年4期
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A RETROSPECTIVE TRUST REGION ALGORITHM WITH TRUST REGION CONVERGING TO ZERO
A RETROSPECTIVE TRUST REGION ALGORITHM WITH TRUST REGION CONVERGING TO ZERO
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摘要
我们建议一个回顾的信任区域算法,信任区域为非强迫的优化问题收敛到零。不同于传统的信任区域算法,算法根据回顾的比率更新信任区域半径,它使用最近的模型信息。我们证明算法保存传统的信任区域算法的全球集中。superlinear集中也在一些合适的条件下面被证明。[从作者抽象]
DOI
3j73226g41/1644477
作者
Jinyan Fan;Jianyu Pan;Hongyan Song
机构地区
不详
出处
《计算数学:英文版》
2016年4期
关键词
信赖域算法
全局收敛性
信任域
无约束优化问题
回溯
超线性收敛
分类
[理学][计算数学]
出版日期
2016年04月14日(中国期刊网平台首次上网日期,不代表论文的发表时间)
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来源期刊
计算数学:英文版
2016年4期
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相关关键词
信赖域算法
全局收敛性
信任域
无约束优化问题
回溯
超线性收敛
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